(Proverbs 18:15) An intelligent heart acquires knowledge, and the ear of the wise seeks knowledge.
Whether or not you believe the Bible, I think we can agree on the importance of seeking knowledge. Intelligence is all about seeking knowledge: looking to learn new things. Learning should be active, not passive.
Not only should you seek to learn and memorize new facts, but also seek to understand deeper concepts. Very rarely do you ever learn something without seeking to understand it. Learning is mental exercise, which grows your mind.
So seek out new information, seek to learn new things. Education itself will improve your IQ. Reading educational books is a fantastic way to improve your intelligence. The average person doesn't read a single non-fiction book after graduating from school. However, the average millionaire reads a book a month. Not that reading more books will make you a millionaire, but it can't hurt your success. Find a subject you'd like to learn about, and read a book about it. Taking classes (and paying attention in the classes you are in) can help as well.
There has been plenty written on how to improve your IQ, you can simply google it. My purpose here is to write briefly on how I have been improving in this area (particularly by reading books).Also I have found that keeping your body in shape can help to improve your brain power.